UTILITY THEORETIC FOUNDATIONS OF MEAN-VARIANCE ANALYSIS

被引：49

作者：

BARON, DP ^{[1
]}

机构：

[1] NORTHWESTERN UNIV,GRAD SCH MANAGEMENT,CHICAGO,IL 60611

来源：

关键词：

D O I：

10.2307/2326819

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1683 / 1697

页数：15

共 35 条

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BIERWAG, GO ;

GROVE, MA .

[7]

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BORCH, K .

[9]

Chipman J., 1971, PREFERENCE UTILITY D

[10]

CHIPMAN JS, 1973, REV ECON STUD, V40, P167, DOI 10.2307/2296646